+1,187.3%
VUG vs RMBS
+169.3%
+1,017.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.4% |
| 7D | +2.5% | +10.3% | -7.8% | +0.9% |
| 30D | -6.3% | -10.7% | +4.5% | -4.9% |
| 3M | -6.0% | -17.2% | +11.2% | -3.9% |
| 6M | -3.5% | -39.0% | +35.5% | +2.2% |
| YTD | +3.9% | -10.5% | +14.4% | +1.2% |
| 1Y | +5.1% | -11.0% | +16.1% | +2.3% |
| 3Y | +77.9% | +31.3% | +46.5% | +55.5% |
| 5Y | +62.4% | +242.8% | -180.4% | +21.0% |
| 10Y | +399.4% | +536.9% | -137.5% | +235.6% |
| All | +1,187.3% | +169.3% | +1,017.9% | +617.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RMBS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling